SPDR® S&P Homebuilders ETF (XHB)
57.59
-1.55 (-2.62%)
USD |
NYSEARCA |
May 24, 16:00
57.77
+0.18 (+0.31%)
After-Hours: 20:00
XHB Max Drawdown (5Y): 49.57% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 49.57% |
| March 31, 2022 | 49.57% |
| February 28, 2022 | 49.57% |
| January 31, 2022 | 49.57% |
| December 31, 2021 | 49.57% |
| November 30, 2021 | 49.57% |
| October 31, 2021 | 49.57% |
| September 30, 2021 | 49.57% |
| August 31, 2021 | 49.57% |
| July 31, 2021 | 49.57% |
| June 30, 2021 | 49.57% |
| May 31, 2021 | 49.57% |
| April 30, 2021 | 49.57% |
| March 31, 2021 | 49.57% |
| February 28, 2021 | 49.57% |
| January 31, 2021 | 49.57% |
| December 31, 2020 | 49.57% |
| November 30, 2020 | 49.57% |
| October 31, 2020 | 49.57% |
| September 30, 2020 | 49.57% |
| August 31, 2020 | 49.57% |
| July 31, 2020 | 49.57% |
| June 30, 2020 | 49.57% |
| May 31, 2020 | 49.57% |
| April 30, 2020 | 49.57% |
| Date | Value |
|---|---|
| March 31, 2020 | 49.57% |
| February 29, 2020 | 33.52% |
| January 31, 2020 | 33.52% |
| December 31, 2019 | 33.52% |
| November 30, 2019 | 33.52% |
| October 31, 2019 | 33.52% |
| September 30, 2019 | 33.52% |
| August 31, 2019 | 33.52% |
| July 31, 2019 | 33.52% |
| June 30, 2019 | 33.52% |
| May 31, 2019 | 33.52% |
| April 30, 2019 | 33.52% |
| March 31, 2019 | 33.52% |
| February 28, 2019 | 33.52% |
| January 31, 2019 | 33.52% |
| December 31, 2018 | 33.52% |
| November 30, 2018 | 30.71% |
| October 31, 2018 | 30.71% |
| September 30, 2018 | 28.21% |
| August 31, 2018 | 28.21% |
| July 31, 2018 | 28.21% |
| June 30, 2018 | 28.21% |
| May 31, 2018 | 28.21% |
| April 30, 2018 | 28.21% |
| March 31, 2018 | 28.21% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
28.21%
Minimum
May 2017
49.57%
Maximum
Mar 2020
38.88%
Average
33.52%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.375 |
| Beta (5Y) | 1.367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.21% |
| Historical Sharpe Ratio (5Y) | 0.4903 |
| Historical Sortino (5Y) | 0.5475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |